The PLS Procedure
The techniques implemented by the PLS procedure are as follows:
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principal components regression, which extracts factors to explain as much predictor sample variation as possible
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reduced rank regression, which extracts factors to explain as much response variation as possible. This technique, also known as (maximum) redundancy analysis, differs from multivariate linear regression only when there are multiple responses.
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partial least squares regression, which balances the two objectives of explaining response variation and explaining predictor variation. Two different formulations for partial least squares are available: the original predictive method of Wold (1966) and the SIMPLS method of De Jong (1993).
The number of factors to extract depends on the data. Basing the model on more extracted factors improves the model fit to the observed data, but extracting too many factors can cause overfitting—that is, tailoring the model too much to the current data, to the detriment of future predictions. The PLS procedure enables you to choose the number of extracted factors by cross validation—that is, fitting the model to part of the data, minimizing the prediction error for the unfitted part, and iterating with different portions of the data in the roles of fitted and unfitted. Various methods of cross validation are available, including one-at-a-time validation and splitting the data into blocks. The PLS procedure also offers test set validation, where the model is fit to the entire primary input data set and the fit is evaluated over a distinct test data set.
You can use the general linear modeling approach of the GLM procedure to specify a model for your design, allowing for general polynomial effects as well as classification or ANOVA effects. You can save the model fit by the PLS procedure in a data set and apply it to new data by using the SCORE procedure.
The PLS procedure uses ODS Graphics to create graphs as part of its output. For general information about ODS Graphics, see Chapter 21: Statistical Graphics Using ODS. For specific information about the statistical graphics available with the PLS procedure, see the PLOTS options in the PROC PLS statements and the section ODS Graphics.